I'd say you're not being unreasonable.
Some gun shop's websites are linked to (or inventory populated by) a distributor they deal with. They don't have the gun on hand (they don't even have dibs on it) but it shows on their website because the distributor has one available. Unfortunately for you and your dealer it can be bought by many other dealers and or customers (if it's a direct sale like Davidson's Gun Genie / Gallery of Guns.
My guess as to what happened is the distributor only had a couple and they sold out (to other gun shops and their customers) before your gun shop was able to contact their rep at the distributor and place the order.
I know this sounds goofy but that's how some shops and distributors operate. I'm not defending the practice I'm just explaining.
If you're not comfortable waiting I'd speak now and get your cash back. Don't let it drag on.
Most gun shops and distributors have no control and little insight as to when they will receive more items from the manufacturer. As I used to say to my customers "I can only tell you the lies that are told to me".
I won't say the gun shop dropped the ball. I will say both you and the shop got the short end of the stick at the distributor.